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On asymmetric costs of disequilibrium and forecasting money demand

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  • Lee, Kiseok
  • Ratti, Ronald A.

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  • Lee, Kiseok & Ratti, Ronald A., 1996. "On asymmetric costs of disequilibrium and forecasting money demand," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 271-288.
    • Handle: RePEc:eee:jmacro:v:18:y:1996:i:2:p:271-288
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    1. Christopher A. Sims, 1989. "Models and Their Uses," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 489-494.
    2. Goldfeld, Stephen M. & Sichel, Daniel E., 1990. "The demand for money," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 8, pages 299-356, Elsevier.
    3. Victor Zarnowitz, 1992. "Business Cycles and Growth," NBER Chapters, in: Business Cycles: Theory, History, Indicators, and Forecasting, pages 203-231, National Bureau of Economic Research, Inc.
    4. Dutton, Dean S., 1978. "The economics of inflation and output fluctuations in the United States, 1952-1974," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 8(1), pages 203-231, January.
    5. Zarnowitz, Victor, 1992. "Business Cycles," National Bureau of Economic Research Books, University of Chicago Press, number 9780226978901, October.
    6. Georges de Ménil & Robert J. Gordon, 1990. "International Seminar on Macroeconomics 1989," NBER Books, National Bureau of Economic Research, Inc, number de_m90-1, February.
    7. Lucas, Robert Jr., 1990. "Liquidity and interest rates," Journal of Economic Theory, Elsevier, vol. 50(2), pages 237-264, April.
    8. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    9. Finn E. Kydland, 1989. "The role of money in a business cycle model," Discussion Paper / Institute for Empirical Macroeconomics 23, Federal Reserve Bank of Minneapolis.
    10. James Peery Cover, 1992. "Asymmetric Effects of Positive and Negative Money-Supply Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 107(4), pages 1261-1282.
    11. Goldfeld, Stephen M & Sichel, Daniel E, 1987. "Money Demand: The Effects of Inflation and Alternative Adjustment Mechanisms," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 511-515, August.
    12. Fuerst, Timothy S., 1992. "Liquidity, loanable funds, and real activity," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 3-24, February.
    13. Hwang, Hae-shin, 1985. "Test of the Adjustment Process and Linear Homogeneity in a Stock Adjustment Model of Money Demand," The Review of Economics and Statistics, MIT Press, vol. 67(4), pages 689-692, November.
    14. Stephen M. Goldfeld, 1973. "The Demand for Money Revisited," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(3), pages 577-646.
    15. Lawrence J. Christiano, 1991. "Modeling the liquidity effect of a money shock," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 15(Win), pages 3-34.
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